HON
Honeywell International Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for HON (Honeywell International Inc) using the Moving Average (50/200)* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -45.6% (compared to the benchmark's drawdown of -70.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.2%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 76 total trades.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
* Moving Average (50/200): Classic Moving Average Crossover (e.g., 50-day crossing 200-day). The foundational basis of research-grade trend following.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200) Active
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
HON Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 2.10% | 11.98% | -4.33% | 3.55% | 3.21% | 10.65% | 8.23% | 10.91% |
| Sharpe Ratio | 0.10 | 0.44 | -0.27 | 0.16 | 0.19 | 0.42 | 0.40 | 0.35 |
| Max Drawdown | -17.39% | -16.54% | -30.47% | -27.13% | -30.47% | -43.01% | -45.59% | -70.09% |
| % Time Invested | 64.7% | 100.0% | 57.1% | 100.0% | 68.6% | 100.0% | 66.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 1.4 | 0.0 | 1.2 | 0.0 | 1.4 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Upgrade to Pro to Unlock | ||||||||
| 2026-04-24 | 2026-05-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2026-01-20 | 2026-04-24 | Completed | 100% | $224.90 | $221.97 | -1.35% | Stop | |
| 2025-10-03 | 2026-01-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.09% | Interest Income | |
| 2025-06-20 | 2025-10-03 | Completed | 100% | $216.10 | $205.15 | -5.11% | Signal | |
| 2025-04-07 | 2025-06-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.87% | Interest Income | |
| 2023-12-29 | 2025-04-07 | Completed | 100% | $196.10 | $183.64 | -6.40% | Stop | |
| 2023-08-16 | 2023-12-29 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.03% | Interest Income | |
| 2023-06-20 | 2023-08-16 | Completed | 100% | $187.80 | $174.85 | -6.94% | Signal | |
| 2023-04-18 | 2023-06-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2023-04-10 | 2023-04-18 | Completed | 100% | $175.84 | $183.20 | 4.13% | Signal | |
| 2023-03-16 | 2023-04-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2022-11-21 | 2023-03-16 | Completed | 100% | $197.16 | $172.74 | -12.43% | Stop | |
| 2022-08-31 | 2022-11-21 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.83% | Interest Income | |
| 2022-08-17 | 2022-08-31 | Completed | 100% | $184.17 | $175.74 | -4.63% | Stop | |
| 2021-11-16 | 2022-08-17 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2020-09-10 | 2021-11-16 | Completed | 100% | $147.10 | $200.02 | 35.91% | Signal | |
| 2020-03-02 | 2020-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2019-02-07 | 2020-03-02 | Completed | 100% | $124.93 | $141.55 | 13.24% | Stop | |
| 2018-12-11 | 2019-02-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2018-07-27 | 2018-12-11 | Completed | 100% | $127.79 | $118.26 | -7.50% | Stop | |
| 2018-06-28 | 2018-07-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2018-06-13 | 2018-06-28 | Completed | 100% | $121.92 | $115.43 | -5.37% | Signal | |
| 2018-05-04 | 2018-06-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2017-01-03 | 2018-05-04 | Completed | 100% | $90.80 | $113.43 | 24.86% | Stop | |
| 2016-11-16 | 2017-01-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2016-03-04 | 2016-11-16 | Completed | 100% | $82.17 | $87.56 | 6.50% | Signal | |
| 2016-02-10 | 2016-03-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-12-11 | 2016-02-10 | Completed | 100% | $75.97 | $78.14 | 2.81% | Signal | |
| 2015-09-28 | 2015-12-11 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2015-09-17 | 2015-09-28 | Completed | 100% | $76.02 | $69.92 | -8.07% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-08-22 | 2015-08-25 | Completed | 100% | $41.81 | $74.08 | 77.10% | Stop | |
| 2012-07-24 | 2012-08-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-10-13 | 2012-07-24 | Completed | 100% | $33.15 | $40.36 | 21.69% | Signal | |
| 2011-08-01 | 2011-10-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-09-22 | 2011-08-01 | Completed | 100% | $29.67 | $36.96 | 24.52% | Stop | |
| 2010-08-30 | 2010-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-06-01 | 2010-08-30 | Completed | 100% | $28.20 | $26.50 | -6.05% | Signal | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-07-29 | 2010-05-07 | Completed | 100% | $21.92 | $28.97 | 32.09% | Stop | |
| 2009-07-07 | 2009-07-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2009-06-12 | 2009-07-07 | Completed | 100% | $23.04 | $19.63 | -14.85% | Stop | |
| 2008-06-26 | 2009-06-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.57% | Interest Income | |
| 2008-05-05 | 2008-06-26 | Completed | 100% | $37.68 | $31.89 | -15.42% | Stop | |
| 2008-03-14 | 2008-05-05 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.17% | Interest Income | |
| 2008-02-14 | 2008-03-14 | Completed | 100% | $36.42 | $35.46 | -2.70% | Signal | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2006-08-21 | 2008-01-23 | Completed | 100% | $23.75 | $32.68 | 37.55% | Stop | |
| 2006-07-17 | 2006-08-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 2006-01-12 | 2006-07-17 | Completed | 100% | $22.26 | $22.20 | -0.30% | Stop | |
| 2005-10-20 | 2006-01-12 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.89% | Interest Income | |
| 2004-11-17 | 2005-10-20 | Completed | 100% | $20.76 | $20.08 | -3.35% | Stop | |
| 2004-10-26 | 2004-11-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2004-04-15 | 2004-10-26 | Completed | 100% | $19.81 | $18.77 | -5.32% | Stop | |
| 2004-03-23 | 2004-04-15 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2003-06-02 | 2004-03-23 | Completed | 100% | $14.97 | $18.16 | 21.26% | Stop | |
| 2002-08-06 | 2003-06-02 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.07% | Interest Income | |
| 2002-07-22 | 2002-08-06 | Completed | 100% | $16.34 | $15.86 | -2.99% | Signal | |
| 2002-06-27 | 2002-07-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2002-03-15 | 2002-06-27 | Completed | 100% | $21.91 | $19.39 | -11.56% | Stop | |
| 2001-07-09 | 2002-03-15 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.55% | Interest Income | |
| 2001-07-03 | 2001-07-09 | Completed | 100% | $18.80 | $18.68 | -0.65% | Signal | |
| 2001-06-11 | 2001-07-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income | |
| 2001-04-04 | 2001-06-11 | Completed | 100% | $20.18 | $24.82 | 22.96% | Stop | |
| 2001-03-13 | 2001-04-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2001-01-17 | 2001-03-13 | Completed | 100% | $25.75 | $22.04 | -14.47% | Stop | |
| 2000-12-21 | 2001-01-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.34% | Interest Income | |
| 2000-11-30 | 2000-12-21 | Completed | 100% | $25.25 | $24.56 | -2.80% | Stop | |
| 1999-12-06 | 2000-11-30 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.91% | Interest Income | |
| 1999-10-19 | 1999-12-06 | Completed | 100% | $30.06 | $32.26 | 7.25% | Signal | |
| 1999-09-27 | 1999-10-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 1999-02-24 | 1999-09-27 | Completed | 100% | $21.64 | $30.09 | 38.99% | Stop | |
| 1999-02-01 | 1999-02-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.28% | Interest Income | |
| 1998-12-22 | 1999-02-01 | Completed | 100% | $21.75 | $19.92 | -8.47% | Stop | |
| 1998-09-08 | 1998-12-22 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.28% | Interest Income | |
| 1998-08-28 | 1998-09-08 | Completed | 100% | $18.18 | $17.80 | -2.16% | Signal | |
| 1998-08-06 | 1998-08-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 1998-06-19 | 1998-08-06 | Completed | 100% | $22.64 | $18.62 | -17.79% | Stop | |
| 1998-05-28 | 1998-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1998-03-26 | 1998-05-28 | Completed | 100% | $21.35 | $20.73 | -2.98% | Stop | |
| 1997-11-26 | 1998-03-26 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.65% | Interest Income | |
| 1997-11-14 | 1997-11-26 | Completed | 100% | $17.92 | $18.55 | 3.49% | Signal | |
| 1997-10-23 | 1997-11-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.32% | Interest Income | |
| 1995-02-15 | 1997-10-23 | Completed | 100% | $9.14 | $20.19 | 120.75% | Stop | |
| 1994-04-21 | 1995-02-15 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.06% | Interest Income | |
| 1992-07-30 | 1994-04-21 | Completed | 100% | $6.47 | $8.34 | 28.83% | Stop | |
| 1992-07-08 | 1992-07-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 1992-01-14 | 1992-07-08 | Completed | 100% | $5.13 | $5.99 | 16.69% | Stop | |
| 1991-12-19 | 1992-01-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 1991-03-25 | 1991-12-19 | Completed | 100% | $3.17 | $4.18 | 31.87% | Stop | |
| 1990-08-07 | 1991-03-25 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.34% | Interest Income | |
| 1990-05-16 | 1990-08-07 | Completed | 100% | $3.97 | $3.36 | -15.43% | Stop | |
| 1990-04-24 | 1990-05-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.49% | Interest Income | |
| 1990-04-20 | 1990-04-24 | Completed | 100% | $3.75 | $3.69 | -1.80% | Signal | |
| 1990-02-14 | 1990-04-20 | Interest (CASH) | 100% | $1.00 | $1.01 | 1.40% | Interest Income | |
| 1989-11-07 | 1990-02-14 | Completed | 100% | $3.69 | $3.65 | -0.91% | Signal | |
| 1989-10-16 | 1989-11-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1989-06-01 | 1989-10-16 | Completed | 100% | $3.54 | $3.28 | -7.51% | Stop | |
| 1989-05-09 | 1989-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1988-06-28 | 1989-05-09 | Completed | 100% | $3.23 | $3.26 | 0.71% | Signal | |
| 1987-10-19 | 1988-06-28 | Interest (CASH) | 100% | $1.00 | $1.05 | 5.37% | Interest Income | |
| 1987-08-05 | 1987-10-19 | Completed | 100% | $4.19 | $3.24 | -22.76% | Stop | |
| 1987-06-29 | 1987-08-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.78% | Interest Income | |
| 1987-06-10 | 1987-06-29 | Completed | 100% | $3.72 | $3.97 | 6.61% | Signal | |
| 1987-05-18 | 1987-06-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1987-01-28 | 1987-05-18 | Completed | 100% | $4.12 | $3.67 | -11.09% | Stop | |
| 1986-07-10 | 1987-01-28 | Interest (CASH) | 100% | $1.00 | $1.04 | 4.28% | Interest Income | |
| 1986-06-20 | 1986-07-10 | Completed | 100% | $3.68 | $3.63 | -1.23% | Signal | |
| 1986-05-29 | 1986-06-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1984-10-02 | 1986-05-29 | Completed | 100% | $2.88 | $3.91 | 35.66% | Stop | |
| 1984-06-18 | 1984-10-02 | Interest (CASH) | 100% | $1.00 | $1.02 | 2.24% | Interest Income | |
| 1984-03-19 | 1984-06-18 | Completed | 100% | $2.71 | $2.50 | -7.58% | Stop | |
| 1984-02-17 | 1984-03-19 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.60% | Interest Income | |
| 1983-01-04 | 1984-02-17 | Completed | 100% | $1.62 | $2.56 | 58.16% | Stop | |
| 1982-12-10 | 1983-01-04 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1982-10-25 | 1982-12-10 | Completed | 100% | $1.74 | $1.62 | -7.35% | Stop | |
| 1981-09-01 | 1982-10-25 | Interest (CASH) | 100% | $1.00 | $1.09 | 9.06% | Interest Income | |
| 1981-05-18 | 1981-09-01 | Completed | 100% | $2.64 | $2.21 | -16.32% | Stop | |
| 1981-02-19 | 1981-05-18 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.84% | Interest Income | |
| 1981-01-07 | 1981-02-19 | Completed | 100% | $2.35 | $2.23 | -5.14% | Signal | |
| 1980-12-12 | 1981-01-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-06-19 | 1980-12-12 | Completed | 100% | $2.29 | $2.32 | 1.20% | Stop | |
| 1980-05-28 | 1980-06-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1980-04-01 | 1980-05-28 | Completed | 100% | $1.93 | $2.22 | 14.81% | Signal | |
| 1980-03-10 | 1980-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1979-04-24 | 1980-03-10 | Completed | 100% | $1.39 | $2.23 | 60.66% | Stop | |
| 1978-06-28 | 1979-04-24 | Interest (CASH) | 100% | $1.00 | $1.06 | 6.39% | Interest Income | |
| 1978-03-15 | 1978-06-28 | Completed | 100% | $1.47 | $1.48 | 0.09% | Stop | |
| 1977-10-04 | 1978-03-15 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.41% | Interest Income | |
| 1977-09-20 | 1977-10-04 | Completed | 100% | $1.71 | $1.69 | -1.44% | Signal | |
| 1977-08-26 | 1977-09-20 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1977-01-17 | 1977-08-26 | Completed | 100% | $1.71 | $1.63 | -4.58% | Stop | |
| 1976-10-12 | 1977-01-17 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.99% | Interest Income | |
| 1976-06-17 | 1976-10-12 | Completed | 100% | $1.35 | $1.33 | -1.29% | Signal | |
| 1976-05-25 | 1976-06-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-05-06 | 1976-05-25 | Completed | 100% | $1.47 | $1.36 | -7.71% | Stop | |
| 1976-04-13 | 1976-05-06 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1976-01-09 | 1976-04-13 | Completed | 100% | $1.30 | $1.37 | 5.52% | Stop | |
| 1975-10-07 | 1976-01-09 | Interest (CASH) | 100% | $1.00 | $1.02 | 1.96% | Interest Income | |
| 1975-09-22 | 1975-10-07 | Completed | 100% | $1.14 | $1.11 | -3.47% | Signal | |
| 1975-08-28 | 1975-09-22 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1975-03-17 | 1975-08-28 | Completed | 100% | $1.24 | $1.21 | -2.49% | Stop | |
| 1974-10-18 | 1975-03-17 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.10% | Interest Income | |
| 1974-10-16 | 1974-10-18 | Completed | 100% | $1.09 | $1.04 | -4.21% | Stop | |
| 1974-05-23 | 1974-10-16 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.07% | Interest Income | |
| 1974-02-12 | 1974-05-23 | Completed | 100% | $1.36 | $1.26 | -7.59% | Stop | |
| 1974-01-21 | 1974-02-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1973-01-09 | 1974-01-21 | Completed | 100% | $0.90 | $1.35 | 49.38% | Stop | |
| 1972-08-04 | 1973-01-09 | Interest (CASH) | 100% | $1.00 | $1.03 | 3.22% | Interest Income | |
| 1972-06-23 | 1972-08-04 | Completed | 100% | $0.90 | $0.87 | -3.25% | Signal | |
| 1972-06-01 | 1972-06-23 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.48% | Interest Income | |
| 1972-03-27 | 1972-06-01 | Completed | 100% | $0.93 | $0.93 | 0.07% | Stop | |
| 1972-03-09 | 1972-03-27 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.33% | Interest Income | |